+1,401.2%
HD vs NRG
+1,598.0%
-196.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.2% | +9.3% | -10.4% | -3.0% |
| 30D | -11.1% | +1.3% | -12.4% | -11.5% |
| 3M | +2.0% | -6.0% | +8.0% | +2.3% |
| 6M | -10.5% | -22.0% | +11.5% | -7.2% |
| YTD | -6.9% | -24.1% | +17.3% | -3.3% |
| 1Y | -23.2% | -18.0% | -5.2% | -22.3% |
| 3Y | +3.1% | +220.0% | -217.0% | -26.8% |
| 5Y | +7.4% | +201.1% | -193.7% | -24.0% |
| 10Y | +205.0% | +1,085.1% | -880.1% | +54.5% |
| All | +1,401.2% | +1,598.0% | -196.8% | +663.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling